Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
21/08/2024 | 31.57% | 0.03 | 0.06 | 25,000 | 25,000 | 25,000 | 25,000 | 1,381 | 1,896 | 8.96% | 11.09% |
20/08/2024 | 30.53% | 0.07 | 0.09 | 25,000 | 25,000 | 25,000 | 25,000 | 1,534 | 2,083 | 86.75% | 100.00% |
19/08/2024 | 31.41% | 0.06 | 0.09 | 25,000 | 25,000 | 25,000 | 25,000 | 1,539 | 2,105 | 100.00% | 100.00% |
16/08/2024 | 38.98% | 0.04 | 0.07 | 25,000 | 25,000 | 25,000 | 25,000 | 1,308 | 1,933 | 87.41% | 87.52% |
15/08/2024 | 22.17% | 0.06 | 0.09 | 25,000 | 25,000 | 25,000 | 25,000 | 2,222 | 2,755 | 75.38% | 75.38% |
14/08/2024 | 16.40% | 0.08 | 0.11 | 25,000 | 25,000 | 24,498 | 24,498 | 3,624 | 4,156 | 76.80% | 76.80% |
13/08/2024 | 8.51% | 0.20 | 0.22 | 25,000 | 25,000 | 25,000 | 25,000 | 5,843 | 6,358 | 79.61% | 79.61% |
12/08/2024 | 3.21% | 0.32 | 0.33 | 113,398 | 50,000 | 113,799 | 50,000 | 36,285 | 16,461 | 100.00% | 100.00% |
09/08/2024 | 3.71% | 0.31 | 0.32 | 112,129 | 50,000 | 112,548 | 50,000 | 34,993 | 16,129 | 90.68% | 90.68% |